Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 2 4 6 0 2 24 31
Dealing with the Inventory Risk. A solution to the market making problem 0 2 10 77 4 16 64 224
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 1 12 53 1 4 28 91
General Intensity Shapes in Optimal Liquidation 0 0 3 25 0 0 8 73
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 2 7 43 1 5 21 82
Optimal Portfolio Liquidation with Limit Orders 0 0 8 64 0 2 25 156
Optimal Portfolio Liquidation with Limit Orders 0 0 1 1 1 4 20 27
Optimal algorithmic trading and market microstructure 0 2 24 174 2 6 48 248
Optimal posting price of limit orders: learning by trading 0 0 4 47 1 1 18 138
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 2 84 0 2 8 154
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 3 33 0 1 6 55
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 8 55 0 2 20 117
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 2 7 50 0 4 11 71
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 9 49 2 8 12 113
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 3 31 0 1 7 51
Simulating and analyzing order book data: The queue-reactive model 0 0 5 19 1 1 10 30
Total Working Papers 0 14 110 811 13 59 330 1,661


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 0 1 6 80 0 4 20 252
Real-time market microstructure analysis: online transaction cost analysis 0 1 3 3 2 4 20 20
Total Journal Articles 0 2 9 83 2 8 40 272


Statistics updated 2015-07-01